[R-SIG-Finance] Downloading historical prices

[Anatoly Schmidt]

I had to delete the screenshot as my message below violates the size
constraint imposed by r-sig-finance. It can be seen on the yahoo finance
website.

On Fri, Nov 22, 2024 at 12:07 PM Anatoly Schmidt <as8098 using nyu.edu> wrote:

> Thank you Dirk,
> I concluded that yahoo requires premium service after seeing the lock on
> the download  link. Here is a screenshot. When I click on the lock, yahoo
> invites me to subscribe a premium service:
>
>
> When I run your example
> X <- getSymbols("SPY", from="2024-11-01"),
> I have the following output:
>
> Warning: SPY download failed; trying again.Error in getSymbols.yahoo(Symbols = "SPY", env = <environment>, verbose = FALSE,  :
>   Unable to import “SPY”.
> SPY download failed after two attempts. Error message:
>
> HTTP error 401.
>
> The same 401 comes out when I run my (more complicated) script.
>
> Thanks again, Alec
>
>
> On Fri, Nov 22, 2024 at 11:53 AM Dirk Eddelbuettel <edd using debian.org> wrote:
>
>>
>> On 22 November 2024 at 11:41, Anatoly Schmidt wrote:
>> | I (and my students) used to download historical prices from yahoo
>> finance
>> | with the Quantmod function getSymbols(). It seems that it now requires
>> | yahoo premium service. Is there a way around? If not, are there other
>> free
>> | sources for downloading prices?
>>
>> Can you show an actual request that fails?  I have multiple recurrent jobs
>> using Yahoo!, and I do not have any premium service.
>>
>> Current R and quantmod on Ubuntu demo:
>>
>>   > suppressMessages(library(quantmod))
>>   > X <- getSymbols("SPY", from="2024-11-01")   # yahoo by default
>>   > X
>>              SPY.Open SPY.High SPY.Low SPY.Close SPY.Volume SPY.Adjusted
>>   2024-11-01   571.32   575.55  570.62    571.04   45667500       571.04
>>   2024-11-04   571.18   572.50  567.89    569.81   38217000       569.81
>>   2024-11-05   570.74   576.74  570.52    576.70   39478300       576.70
>>   2024-11-06   589.20   591.93  585.39    591.04   68182000       591.04
>>   2024-11-07   593.08   596.65  593.00    595.61   47233200       595.61
>>   2024-11-08   596.17   599.64  596.17    598.19   46444900       598.19
>>   2024-11-11   599.81   600.17  597.00    598.76   37586800       598.76
>>   2024-11-12   598.68   599.29  594.37    596.90   43006100       596.90
>>   2024-11-13   597.37   599.23  594.96    597.19   47388600       597.19
>>   2024-11-14   597.32   597.81  592.65    593.35   38904100       593.35
>>   2024-11-15   589.72   590.20  583.86    585.75   75988800       585.75
>>   2024-11-18   586.22   589.49  585.34    588.15   37084100       588.15
>>   2024-11-19   584.71   591.04  584.03    590.30   49412000       590.30
>>   2024-11-20   590.38   590.79  584.63    590.50   50032600       590.50
>>   2024-11-21   593.40   595.12  587.45    593.67   46565100       593.67
>>   >
>>
>> and I am running this fairly 'vanilla' apart from the usual behaviour
>> setters
>> I had for well over a decade which overcome some of the very initial
>> design
>> choices:
>>
>>     ## quantmod stuff -- see help(getSymbols)
>>     options(getSymbols.auto.assign=FALSE,
>>             getSymbols.warning4.0=FALSE,
>>             getSymbols.yahoo.warning=FALSE)
>>
>> Hth,  Dirk
>>
>> --
>> dirk.eddelbuettel.com | @eddelbuettel | edd using debian.org
>>
>

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